1

Preheat oven to 425°F.

2

Pat filets mignons dry and season with salt and pepper. In a shallow roasting pan, roast filets in middle of oven 12 minutes, or until a meat thermometer registers 110°F. for rare, and cool (filets will be baked again after being wrapped in pastry). Chill filets, covered, until cold, about 1 hour.

3

Thinly slice mushrooms and in a heavy skillet cook in butter with shallot, garlic, and salt & pepper to taste over moderate heat, stirring, until mushrooms are lightly browned. Transfer mushroom mixture to a bowl to cool completely. In a small bowl lightly beat egg to make an egg wash.

4

On a lightly floured surface roll out puff pastry sheet into a 14-inch square. Trim edges to form a 13-inch square and cut square into four 6½-inch squares.

5

Put 1 Tablespoon gorgonzola in center of 1 square and top with ¼ mushroom mixture. Top mushroom mixture with a filet mignon, pressing it down gently, and wrap 2 opposite corners of puff pastry over filet, overlapping them. Seal seam with egg wash. Wrap remaining 2 corners of pastry over completely. Arrange beef Wellington, seam side down, in a non-stick baking pan. Make 3 more beef Wellingtons in same manner. Chill remaining egg wash for brushing on pastry just before baking. Chill beef Wellingtons, loosely covered, at least 1 hour and up to 1 day.

6

Preheat oven to 425°F.

7

Brush top and sides of each beef Wellington with some remaining egg wash and bake 20 minutes, or until pastry is golden.

8

While Wellingtons are baking, prepare sauce: Heat olive oil in saucepan; add shallots and sauté until soft. Add wine and cook over high heat- about 30 seconds; add broth and bring to a full rolling boil, stirring constantly. Add a little salt and pepper to taste. Continue cooking, stirring occasionally, until reduced by half. Meanwhile, blend 2 Tablespoons of butter and flour in a small mixing bowl. Stir it into the reduced sauce and cook briefly. Swirl in remaining Tablespoon of butter.

9

When ready to serve, place Wellingtons on serving plates and pour sauce over the top. Serve immediately.